Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47880.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46485.98 Kr¶

PnL: ---------------------------------------> -402.59 Kr¶

DD now: ---------------------------------> -1.54 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 12:13:49.401342'

Anic Portfolio¶

Today¶

Return: 0.731 %¶

This Week¶

Return: 0.731 %¶

Total¶

Return: 56.75 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -0.830000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 3.670000 666.700000 89.700000 15.550000 576.999999
Samhällsbyggnadsbo. i Norden B 20 3.480000 439.800000 84.800000 23.890000 355.000000
HMS Networks 2 1.070000 719.600000 46.600000 6.920000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
OEM International B 7 1.960000 547.400000 19.400000 3.670000 527.999997
Nordea Bank Abp 29 0.690000 3473.040000 19.040000 0.550000 3453.999992
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Intrum 4 1.920000 542.600000 15.600000 2.960000 527.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.680000 565.200000 8.200000 1.470000 557.000004
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Essity B 2 0.450000 579.000000 5.000000 0.870000 574.000000
Resurs Holding 22 -1.090000 578.600000 4.600000 0.800000 573.999998
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Boozt 12 -0.930000 1654.800000 0.800000 0.050000 1653.999996
Securitas B 6 1.260000 570.720000 0.720000 0.130000 570.000000
Handelsbanken A 5 0.000000 545.750000 -0.250000 -0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.350000 559.050000 -4.950000 -0.880000 564.000000
CTEK 13 0.900000 522.600000 -11.400000 -2.130000 533.999999
SAAB B 8 2.070000 3350.400000 -26.600000 -0.790000 3377.000000
International Petroleum Corp. 5 2.310000 532.500000 -62.070000 -10.440000 594.565215
Vivesto 1368 1.950000 543.920000 -69.080000 -11.270000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.470000 1512.000000 -152.000000 -9.130000 1663.999992
Axfood 13 0.370000 3568.500000 -187.500000 -4.990000 3756.000001
Ovzon 52 4.690000 3135.600000 -226.400000 -6.730000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46485.980000 -402.590000 -1.54027% 46888.564618

Updated:¶

'2023-01-16 12:14:01.974158'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶